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This article is cited in 1 scientific paper (total in 1 paper)
Some numerical second and third order accurate methods for approximate calculation of the probability measure of a polyhedron
V. N. Nefedov Moscow Institute of Aviation (National Research University), Moscow, 125993 Russia
Abstract:
Evaluation of a multidimensional integral up to a given accuracy is studied. The integrand is subject to certain constraints. The case when the integrand is the density of normal distribution, which is important for applications, is considered as a special case.
Key words:
evaluation of multidimensional integral, prescribed accuracy, polyhedron, density of normal distribution.
Received: 06.06.2018 Revised: 24.02.2019 Accepted: 11.03.2019
Citation:
V. N. Nefedov, “Some numerical second and third order accurate methods for approximate calculation of the probability measure of a polyhedron”, Zh. Vychisl. Mat. Mat. Fiz., 59:7 (2019), 1108–1124; Comput. Math. Math. Phys., 59:7 (2019), 1058–1073
Linking options:
https://www.mathnet.ru/eng/zvmmf10919 https://www.mathnet.ru/eng/zvmmf/v59/i7/p1108
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Abstract page: | 112 | References: | 10 |
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